The Church doesn’t say anything about it. The Church leaves it to Catholics to use their well-formed prudential judgment make such decisions themselves based on the dynamics of the situation and on whether attendance could cause scandal.
Ordinarily, going to someone’s house for dinner does not indicate approval for that person’s lifestyle choices. On the other hand, attending a family dinner at a home shared by people who are married to other people may indeed indicate approval for their flouting of their marriage vows.
Why not host Thanksgiving dinner yourself? Invite your sister. If it is appropriate to do so, invite her husband. But let her know that you don’t consider it appropriate to invite her boyfriend because it isn’t polite to invite one spouse to a social occasion without also inviting the other. In other words, since you can’t invite his wife, you can’t invite him. If your sister declines the invitation, that’s her decision.
